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Hi,
Graham helped me with this the other day and I have been testing it
and I expected that the position size would increase as the equity()
increases but it isn't!
Here is my latest position sizing:
--------------------------------------
Risk = 0.02; //2% of capital
MinPer = 0.07; //7% of capital
MaxPer = 0.10; //10% of capital
Capital = Ref(Equity(),-1)
MinTrade = Capital * MinPer;
MaxTrade = Capital * MaxPer;
RiskPS = (Capital * Risk) / (BuyPrice - InitialStop);
PositionSize = Min(MaxTrade, RiskPS);
Buy = Signal AND PositionSize > MinTrade;
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It uses % risk, a minimum trade size and a maximum trade size. Problem
is the position size does not increase as equity increases. The
maximum trade size is 10% of the "initial" equity as shown in the
Report.
Is this the way to increase (or decrease) position size based on your
capital please?
Thanks, Rangar
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